Portfolio optimization based on multi-task relationship learning

NI Xuanming, SHEN Xinyuan, ZHAO Huimin, QIU Yuning

Systems Engineering - Theory & Practice ›› 2021, Vol. 41 ›› Issue (6) : 1428-1438.

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Systems Engineering - Theory & Practice ›› 2021, Vol. 41 ›› Issue (6) : 1428-1438. DOI: 10.12011/SETP2020-2700

Portfolio optimization based on multi-task relationship learning

  • NI Xuanming1, SHEN Xinyuan1, ZHAO Huimin2, QIU Yuning1
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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2021, 41(6): 1428-1438 https://doi.org/10.12011/SETP2020-2700

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